A power comparison between nonparametric regression tests

被引：28
|
作者：
Zhang, CM
Dette, H
机构：
[1] Univ Wisconsin, Dept Stat, Madison, WI 53706 USA
[2] Ruhr Univ Bochum, Fak Math, D-44780 Bochum, Germany
来源：
STATISTICS & PROBABILITY LETTERS | 2004年 / 66卷 / 03期
关键词：
goodness-of-fit; local alternative; local polynomial regression; power; smoothing parameter;
D O I：
10.1016/j.spl.2003.11.005
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
In this paper, we consider three major types of nonparametric regression tests that are based on kernel and local polynomial smoothing techniques. Their asymptotic power comparisons are established systematically under the fixed and contiguous alternatives, and are also illustrated through nonasymptotic investigations and finite-sample simulation studies. (C) 2003 Elsevier B.V. All rights reserved.
引用
收藏
页码：289 / 301
页数：13
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